Balance Sheet Management Modeling Intermediate Analyst

The Balance Sheet Management Intmd Analyst is a seasoned professional role. The Intmd Analyst is expected to apply in-depth disciplinary knowledge, contributing to the development of new methodologies (statistical models and tools), data processing, visualization and analysis tools and approaches, and the improvement of processes and workflows for the Balance Sheet Management function. The Balance Sheet Management modeling group is the critical team within the treasury group and is responsible for developing statistical and non-statistical methodologies. This team plays an important role in overall balance sheet management and has direct impact on the Citigroup's Capital. The work in this space is subject to heightened regulatory focus and scrutiny. This team is responsible for the development of the Deposit duration, Fund Transfer Pricing, Customer Pricing and other models and tools that are used in the IRRBB and treasury space. The models and tools are built using the standard sophisticated well known modeling techniques used across industry which helps in better Interest rate risk management for the firm.